This means you need to Eq, or look for an other headphone with a frequency balance that suits better your taste. . Unless you are looking for head crushing bass. I consider that when I have to pump up the volume so that music begin enjoyable, then there's something wrong in the frequency balance.
It certainly isn't bass I'm after. It's not that I don't enjoy music at lower volumes, but the resolution and overall musicality of the headphone lights up at higher levels. This is true of everything I've used.